Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (Q433148)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities |
scientific article; zbMATH DE number 6055723
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities |
scientific article; zbMATH DE number 6055723 |
Statements
Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (English)
0 references
13 July 2012
0 references
law invariant utilities
0 references
comonotonicity
0 references
Pareto efficiency
0 references
equilibria with short-selling
0 references
aggregation
0 references
representative agent
0 references
0 references
0 references
